Risk analysis of annuity conversion options with a special focus on decomposing risk
vorgelegt von: Katja Schilling
| Year of publication: |
2017
|
|---|---|
| Authors: | Schilling, Katja |
| Institutions: | Universität Ulm (degree granting) |
| Publisher: |
Ulm |
| Subject: | Lebensversicherung | Life insurance | Risikomodell | Risk model | Optionspreistheorie | Option pricing theory | Risiko | Risk | Dekompositionsverfahren | Decomposition method | Martingal | Martingale | Sterblichkeit | Mortality | Theorie | Theory | Risikomanagement | Finanzmathematik | Stochastisches Modell |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | ix, 174 Seiten Diagramme |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature ; Sammlung ; Collection of articles written by one author |
| Language: | English |
| Thesis: | Dissertation, Universität Ulm, 2017 |
| Notes: | Enthält 3 Zeitschriftenaufsätze |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011898170